Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 648.873221 664.585930 680.042984 696.388568 713.178381 729.917174 747.862736
2026-01-25 628.970504 652.104171 675.170831 699.895461 725.645466 751.671873 779.965886
2026-02-01 614.298338 642.672155 671.248628 702.188723 734.745856 767.991852 804.513934
2026-02-08 602.822431 635.394099 668.471487 704.584758 742.912393 782.386873 826.130884
2026-02-15 592.345259 628.417240 665.314428 705.892016 749.281040 794.303600 844.578375
2026-02-22 583.381061 622.520702 662.815678 707.420517 755.438084 805.600365 862.002296
2026-03-01 574.884794 616.721400 660.048207 708.296587 760.557703 815.491481 877.651088
2026-03-08 566.451968 610.662691 656.698844 708.248544 764.405418 823.773538 891.347414
2026-03-15 560.053207 606.553272 655.222464 710.004905 770.005592 833.781367 906.777035
2026-03-22 552.866974 601.361656 652.363364 710.052441 773.557112 841.401731 919.462456
2026-03-29 547.669605 598.169419 651.524621 712.158382 779.228650 851.232873 934.497175
2026-04-05 543.540437 596.005999 651.682573 715.238291 785.868108 862.049730 950.571613
2026-04-12 538.736608 592.988161 650.804789 717.089177 791.082746 871.254812 964.850525
2026-04-19 535.469210 591.567019 651.597659 720.709538 798.196609 882.524502 981.421439
2026-04-26 531.535681 589.296317 651.350388 723.079635 803.838522 892.099733 996.064042
2026-05-03 527.890105 587.251782 651.269175 725.556184 809.534337 901.690906 1010.705886
2026-05-10 523.656774 584.453490 650.259002 726.907389 813.893844 909.729816 1023.563262
2026-05-17 519.767677 581.959319 649.514377 728.487289 818.452586 917.952519 1036.611167
2026-05-24 515.590192 579.058024 648.236704 729.392825 822.185709 925.196374 1048.518940
2026-05-31 510.935791 575.535578 646.182283 729.343166 824.767120 931.081887 1058.839289
2026-06-07 507.680414 573.543263 645.807493 731.158615 829.440448 939.330858 1071.876901
2026-06-14 503.391561 570.300784 643.944897 731.207750 832.031917 945.153982 1082.088731
2026-06-21 500.624707 568.750964 643.969441 733.384566 837.043698 953.745476 1095.519016